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ISyE Colloquium Seminar - Sebastien Bubeck

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TITLE:  The entropic barrier: a simple and optimal universal self-concordant barrier

ABSTRACT:

A fundamental result in the theory of Interior Point Methods is Nesterov and Nemirovski's construction of a universal self-concordant barrier. In this talk I will introduce the entropic barrier, a new (and in some sense optimal) universal self-concordant barrier. The entropic barrier connects many topics of interest in Machine Learning: exponential families, convex duality, log-concave distributions, Mirror Descent, and exponential weights.

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  • Workflow Status:Published
  • Created By:Anita Race
  • Created:04/20/2015
  • Modified By:Fletcher Moore
  • Modified:04/13/2017

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